Арбитражная торговля

[1] From Utility Maximization to Arbitrage Pricing and Back, A.E.MacKay, E.Z.Prisman, 2000
[2] Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets, J.H.Cochrane and J.Saa-Requejo, 1999
[3] Insider Information, Arbitrage and Optimal Portfolio and Consumption Policies, M.Rindisbacher, 2000
[4] Option Pricing, Arbitrage and Martingales, A.Pelsser and T.Vorst, 1997
[5] A Robust Non-Linear Multivariate Kalman Filter for Arbitrage Identification in High-Frequency Data, P.J.Bolland and J.T.Connor, 1996